+186.7%
B vs PTC
+334.9%
-148.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +9.6% | -0.2% | +9.8% | +9.6% |
| 30D | +3.5% | +0.8% | +2.8% | +3.5% |
| 3M | -1.6% | +32.1% | -33.7% | -4.6% |
| 6M | -1.7% | +42.6% | -44.3% | -5.8% |
| YTD | -5.3% | +12.0% | -17.3% | -6.9% |
| 1Y | +27.2% | +12.2% | +15.1% | +25.1% |
| 3Y | +166.1% | +31.2% | +134.9% | +154.5% |
| 5Y | +136.5% | +54.9% | +81.6% | +120.3% |
| All | +186.7% | +334.9% | -148.3% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling